-87.7%
ADVB vs IFF
+8.4%
-96.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.8% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | +41.0% | -0.3% | +41.3% | +41.0% |
| 3M | +127.9% | +18.6% | +109.4% | +122.9% |
| 6M | +101.3% | +17.4% | +84.0% | +93.9% |
| YTD | +53.8% | +28.5% | +25.3% | +34.7% |
| 1Y | +4.4% | +32.5% | -28.1% | -11.3% |
| All | -87.7% | +8.4% | -96.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling